+267.6%
ROIV vs LII
+39.0%
+228.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +5.3% |
| 7D | +3.0% | +7.9% | -4.9% | +1.3% |
| 30D | +6.8% | -0.6% | +7.5% | +6.7% |
| 3M | +10.5% | -19.3% | +29.9% | +15.5% |
| 6M | +34.8% | -29.8% | +64.7% | +44.3% |
| YTD | +76.2% | -25.4% | +101.6% | +84.7% |
| 1Y | +92.4% | -26.2% | +118.6% | +102.1% |
| 3Y | +312.0% | -4.5% | +316.5% | +302.0% |
| 5Y | +388.3% | +26.7% | +361.6% | +284.5% |
| All | +267.6% | +39.0% | +228.6% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling